+127.8%
NTAP vs AVAV
+35.3%
+92.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.3% | +4.0% |
| 7D | -2.4% | +9.9% | -12.3% | -3.5% |
| 30D | -23.4% | -5.4% | -18.0% | -23.0% |
| 3M | -7.5% | -36.5% | +29.0% | -3.2% |
| 6M | +56.4% | -25.3% | +81.6% | +58.7% |
| YTD | +73.6% | -48.6% | +122.2% | +81.9% |
| 1Y | +68.4% | -62.1% | +130.5% | +83.2% |
| 3Y | +150.6% | +2.3% | +148.3% | +129.4% |
| All | +127.8% | +35.3% | +92.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling